A discrete optimality system for an optimal harvesting problem
DOI10.1007/s10287-017-0286-5zbMath1406.91296OpenAlexW2735146400MaRDI QIDQ1789632
Gerhard-Wilhelm Weber, Fikriye Yılmaz, Hacer Öz Bakan
Publication date: 10 October 2018
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-017-0286-5
stochastic optimal controlstochastic partial differential equationsoptimal harvestingsymplectic partitioned Runge-Kutta schemes
Population dynamics (general) (92D25) Optimal stochastic control (93E20) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (1)
Cites Work
- The numerical approximation of stochastic partial differential equations
- Optimal harvesting of stochastically fluctuating populations
- Optimal harvesting from a population in a stochastic crowded environment
- Conjugate convex functions in optimal stochastic control
- Runge-Kutta methods in optimal control and the transformed adjoint system
- Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations
- Computation of order conditions for symplectic partitioned Runge-Kutta schemes with application to optimal control
- Order Conditions of Stochastic Runge--Kutta Methods by B-Series
- Asymptotic properties of the solutions to stochastic KPP equations
- Two properties of stochastic KPP equations: ergodicity and pathwise property
- Symplectic Runge--Kutta Schemes for Adjoint Equations, Automatic Differentiation, Optimal Control, and More
- Inexact Restoration for Runge–Kutta Discretization of Optimal Control Problems
- Handbook of Monte Carlo Methods
- A General Stochastic Maximum Principle for Optimal Control Problems
- Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations
- An Introductory Approach to Duality in Optimal Stochastic Control
- Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
- Second-Order Runge--Kutta Approximations in Control Constrained Optimal Control
- Simulation of stochastic partial differential equations using finite element methods
- Optimal Control of Stochastic Partial Differential Equations
- Monte Carlo Methods and Models in Finance and Insurance
- B–Series Analysis of Stochastic Runge–Kutta Methods That Use an Iterative Scheme to Compute Their Internal Stage Values
- Runge–Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations
- Stochastic integral
- Optimal harvesting from interacting populations in a stochastic environment
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: A discrete optimality system for an optimal harvesting problem
